-24.9%
TSLL vs ICE
+67.2%
-92.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.5% | -21.4% | -21.7% |
| 7D | -28.9% | +6.7% | -35.6% | -30.7% |
| 30D | -21.4% | +13.4% | -34.8% | -26.0% |
| 3M | +5.0% | +16.5% | -11.5% | -2.2% |
| 6M | -36.6% | +12.8% | -49.4% | -39.0% |
| YTD | -56.6% | +8.5% | -65.2% | -58.4% |
| 1Y | -60.9% | +20.6% | -81.5% | -66.8% |
| All | -24.9% | +67.2% | -92.1% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling